Real time Volume bars "truncated"

[Acqua]

Hi

I'm using IB data feed. Has worked flawlessly for about 5 months. I'm storing real time bar data.

The issue:

The real time volume indicator shows about 1/2 to 1/3 the actual volume size.

The symptoms:

Using as reference the 15 candle bar on the ES this AM. Bars closing at 9:45 and 10 AM ET have a volume of around 120,000 each.

My NinjaTrader volume indicator is showing around 40,000 each.

What i've discovered so far:

I compared to IB charts, and compared to live charts of colleagues using other data feeds and charting programs. The accurate data displays everywhere but on my NT volume indicator.

I tried different volume indicators on NT and they all show the same 40,000 values. So it suggests the "indicators" are not the problem.

I tried also the indicators setting for calculating on bar close or with every incoming tick and the problem persists.

Here's the curious thing: when I close Ninjatrader and reopen, the correct volume shows fine.

Any advise greatly appreciated

Thanks

AQ

[NinjaTrader_RJ]

Hello,

Thank you for your post.

There is a known issue in the way IB sends live data.

Please see this thread: http://www.ninjatrader-support2.com/vb/showthread.php?t=14103&highlight=Interactive+Brokers+volume

[Acqua]

Hello,

Thank you for your post.

There is a known issue in the way IB sends live data.

Please see this thread: http://www.ninjatrader-support2.com/vb/showthread.php?t=14103&highlight=Interactive+Brokers+volume


Thanks for your reply.

I'm aware of the IB data feed issue, however i can't understand why would the NT volume indicators plot correctly for 5 months and without any changes on NinjaTrader and/or IB (at least that i am aware of) it presents a problem.

Is there any expectation as to if/when NT will address this issue?

Will NT7 work fine with IB?

Thanks again

AQ

[NinjaTrader_RJ]

Are you are on the latest version of NinjaTrader 6.5.1000.9. You can check under Help --> About.
If not, please download from this link: http://www.ninjatrader.com/webnew/download_trading_software.htm

You must also update TWS to 892 from here: http://www.ninjatrader.com/webnew/support_interactivebrokers.htm

[Acqua]

Are you are on the latest version of NinjaTrader 6.5.1000.9. You can check under Help --> About.
If not, please download from this link: http://www.ninjatrader.com/webnew/download_trading_software.htm

You must also update TWS to 892 from here: http://www.ninjatrader.com/webnew/support_interactivebrokers.htm

Thanks for your post.

I am using IB TWS 892.

Ninjatrader is version 6.5.1000.8

For upgrading, do i just download/install the new version? do i uninstall old version before installing new one?

Any other steps to take regarding the Ninja upgrade?

Thanks for your advise

AQ

[NinjaTrader_RJ]

You can just install over your current version as all your settings will be saved.

[Acqua]

You can just install over your current version as all your settings will be saved.

RJStein,

Just upgraded NT to version .9 and looks like that did the trick.

Real time Volume indicators are working fine.

Thanks

AQ